import sys
from PyQt4 import QtGui


class MessageBox(QtGui.QWidget):
    def __init__(self, parent=None):
        QtGui.QWidget.__init__(self, parent)
        self.setGeometry(300, 300, 600, 300)
        self.setWindowTitle('message box')

    def closeEvent(self, event):
        reply = QtGui.QMessageBox.question(self, 'Message',
                                           "Are you sure to quit?", QtGui.QMessageBox.Yes,
                                           QtGui.QMessageBox.No)
        if reply == QtGui.QMessageBox.Yes:
            event.accept()

        else:
            event.ignore()


app = QtGui.QApplication(sys.argv)
qb = MessageBox()
qb.show()

sys.exit(app.exec_())
